Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 63.330874 71.137510 80.137865 91.432075 105.448670 122.588143 145.657017
2025-01-05 52.140421 61.694985 73.715328 90.447047 114.036070 147.736325 203.194240
2025-01-12 45.266351 55.201043 68.367243 87.935090 118.016172 166.253461 260.251308
2025-01-19 39.774549 49.435248 62.673204 83.225602 116.790403 175.462380 306.943507
2025-01-26 38.600075 49.217110 64.444635 89.592607 134.525184 224.667507 484.990523
2025-02-02 37.768802 49.290958 66.531316 96.755399 155.968983 294.686922 861.361745
2025-02-09 36.055547 47.828796 65.983930 99.243684 169.238734 356.361004 1466.559083
2025-02-16 34.061378 45.717392 64.090818 98.875936 176.275101 407.505106 2463.078514
2025-02-23 32.421763 43.991266 62.605412 98.967123 184.444111 471.756420 5084.494673
2025-03-02 30.533731 41.714812 59.940264 96.272874 184.872994 508.770703 10194.549235
2025-03-09 28.931834 39.778806 57.676195 94.046115 185.941073 551.966732 32475.343595
2025-03-16 27.058084 37.287663 54.240526 88.932063 177.741574 543.300096 66019.080552
2025-03-23 26.608820 37.177201 55.164035 93.589768 200.506991 752.890149 NaN
2025-03-30 25.407638 35.747599 53.586852 92.563739 206.047832 879.986869 NaN
2025-04-06 24.130043 34.103692 51.463901 89.959443 205.523546 965.144866 NaN
2025-04-13 22.688457 32.102747 48.525994 85.081016 195.686561 942.780777 NaN
2025-04-20 22.706482 32.584807 50.305477 91.677707 230.519891 1646.099954 NaN
2025-04-27 22.749672 33.107979 52.219585 99.110587 275.740494 3697.899397 NaN
2025-05-04 22.293260 32.712428 52.260152 101.695529 302.387828 7556.170641 NaN
2025-05-11 21.604245 31.856055 51.281537 101.313405 314.196982 13916.535650 NaN
2025-05-18 21.005187 31.129533 50.512919 101.408154 329.334614 39675.756721 NaN
2025-05-25 20.211016 30.007063 48.832083 98.609486 325.820029 72240.763369 NaN
2025-06-01 19.505860 29.018664 47.375523 96.297711 324.480944 225488.655937 NaN